From bbdbc3d8e6151a333cd1760a80ee3933386ce7a1 Mon Sep 17 00:00:00 2001
From: Palash Tyagi <23239946+Magnus167@users.noreply.github.com>
Date: Sat, 5 Apr 2025 15:06:41 +0100
Subject: [PATCH] Add pivot_wide_dataframe_to_qdf function for transforming
 ticker dataframes

---
 src/utils/qdf/pivots.rs | 35 +++++++++++++++++++++++++++++++++++
 1 file changed, 35 insertions(+)

diff --git a/src/utils/qdf/pivots.rs b/src/utils/qdf/pivots.rs
index ed110d0..8e6bd9b 100644
--- a/src/utils/qdf/pivots.rs
+++ b/src/utils/qdf/pivots.rs
@@ -66,6 +66,41 @@ pub fn pivot_dataframe_by_ticker(
     Ok(new_df)
 }
 
+/// Pivot ticker dataframe to qdf.
+#[allow(dead_code)]
+pub fn pivot_wide_dataframe_to_qdf(
+    df: DataFrame,
+    metric: Option<String>,
+) -> Result<DataFrame, Box<dyn Error>> {
+    // df list of dataframes
+    let mut df_vec: Vec<DataFrame> = Vec::new();
+    // if no metric is provided, set it to 'value'
+    let metric = metric.unwrap_or("value".into());
+    for tkr in df.get_column_names() {
+        if tkr == "real_date" {
+            continue;
+        }
+        let mut new_df = DataFrame::new(vec![df.column("real_date")?.clone()])?;
+        // copy the column to the new dataframe
+        new_df.with_column(df.column(tkr)?.clone())?;
+        new_df.rename(tkr, metric.clone().into())?;
+        // add the cid and xcat columns
+        let (cid, xcat) = split_ticker(tkr.to_string())?;
+        new_df.with_column(Series::new("cid".into(), vec![cid]))?;
+        new_df.with_column(Series::new("xcat".into(), vec![xcat]))?;
+        df_vec.push(new_df);
+    }
+    // create a new dataframe, concatting row-wise
+    let mut new_df = DataFrame::new(vec![])?;
+    for df in df_vec.iter() {
+        new_df.vstack_mut(df)?;
+    }
+
+    // return the new dataframe
+    check_quantamental_dataframe(&new_df)?;
+    Ok(new_df)
+}
+
 /// Splits a dataframe by ticker.
 #[allow(dead_code)]
 fn split_df_by_tickers(